NIRA-3: An improved MATLAB package for finding Nash equilibria in infinite games

Abstract

A powerful method for computing Nash equilibria in constrained, multi-player games is created when the relaxation algorithm and the Nikaido-Isoda function are used together in a suite of MATLAB routines. This paper updates the MATLAB suite described in \cite{Berridge97} by adapting them to MATLAB 7. The suite is now capable of solving both static and open-loop dynamic games. An example solving a coupled constraints game using the suite is provided.

Item Type:

MPRA Paper

Institution:

Victoria University of Wellington

Original Title:

NIRA-3: An improved MATLAB package for finding Nash equilibria in infinite games